ECBOT 30 Year Treasury Bond Future June 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
139-12 |
137-22 |
-1-22 |
-1.2% |
141-29 |
| High |
139-16 |
139-06 |
-0-10 |
-0.2% |
142-01 |
| Low |
137-17 |
137-11 |
-0-06 |
-0.1% |
138-16 |
| Close |
137-23 |
139-00 |
1-09 |
0.9% |
139-06 |
| Range |
1-31 |
1-27 |
-0-04 |
-6.3% |
3-17 |
| ATR |
1-28 |
1-28 |
0-00 |
-0.1% |
0-00 |
| Volume |
3,813 |
2,210 |
-1,603 |
-42.0% |
51,686 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-01 |
143-12 |
140-00 |
|
| R3 |
142-06 |
141-17 |
139-16 |
|
| R2 |
140-11 |
140-11 |
139-11 |
|
| R1 |
139-22 |
139-22 |
139-05 |
140-00 |
| PP |
138-16 |
138-16 |
138-16 |
138-22 |
| S1 |
137-27 |
137-27 |
138-27 |
138-06 |
| S2 |
136-21 |
136-21 |
138-21 |
|
| S3 |
134-26 |
136-00 |
138-16 |
|
| S4 |
132-31 |
134-05 |
138-00 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-16 |
148-12 |
141-04 |
|
| R3 |
146-31 |
144-27 |
140-05 |
|
| R2 |
143-14 |
143-14 |
139-27 |
|
| R1 |
141-10 |
141-10 |
139-16 |
140-20 |
| PP |
139-29 |
139-29 |
139-29 |
139-18 |
| S1 |
137-25 |
137-25 |
138-28 |
137-02 |
| S2 |
136-12 |
136-12 |
138-17 |
|
| S3 |
132-27 |
134-08 |
138-07 |
|
| S4 |
129-10 |
130-23 |
137-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-00 |
137-11 |
3-21 |
2.6% |
1-20 |
1.2% |
45% |
False |
True |
6,551 |
| 10 |
142-22 |
137-11 |
5-11 |
3.8% |
1-22 |
1.2% |
31% |
False |
True |
217,587 |
| 20 |
142-22 |
137-04 |
5-18 |
4.0% |
1-27 |
1.3% |
34% |
False |
False |
310,015 |
| 40 |
143-21 |
134-30 |
8-23 |
6.3% |
1-31 |
1.4% |
47% |
False |
False |
329,410 |
| 60 |
155-09 |
134-30 |
20-11 |
14.6% |
2-00 |
1.4% |
20% |
False |
False |
328,237 |
| 80 |
160-12 |
134-30 |
25-14 |
18.3% |
2-01 |
1.5% |
16% |
False |
False |
328,541 |
| 100 |
160-12 |
134-30 |
25-14 |
18.3% |
1-30 |
1.4% |
16% |
False |
False |
262,969 |
| 120 |
165-04 |
134-30 |
30-06 |
21.7% |
1-26 |
1.3% |
13% |
False |
False |
219,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-01 |
|
2.618 |
144-00 |
|
1.618 |
142-05 |
|
1.000 |
141-01 |
|
0.618 |
140-10 |
|
HIGH |
139-06 |
|
0.618 |
138-15 |
|
0.500 |
138-08 |
|
0.382 |
138-02 |
|
LOW |
137-11 |
|
0.618 |
136-07 |
|
1.000 |
135-16 |
|
1.618 |
134-12 |
|
2.618 |
132-17 |
|
4.250 |
129-16 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
138-24 |
138-28 |
| PP |
138-16 |
138-24 |
| S1 |
138-08 |
138-20 |
|